Question

如果这是一个基本问题，我只是R的零星用户，所以道歉。我的问题是在嵌套在两个不同列表中的矩阵上执行矩阵运算。这些列表相互映射，我对涉及相应矩阵的操作感兴趣。在下面给出的代码中，两个列表是v1和w1。它们包含3级向下的矩阵，我想将w1中矩阵的转置乘以v1中的相应矩阵。非常感谢！

# Simulating data from the original DCC-GARCH(1,1) process

library(ccgarch)
library(wavelets)
library(plyr)

ur <- function(nobs) {
cut <- 1000   
u <- 8   
a <- c(0.003, 0.005, 0.001)   
A <- diag(c(0,0,0))   
B <- diag(c(0.75, 0.6, 0.8))   
uncR <- matrix(c(1.0, 0.4, 0.3, 0.4, 1.0, 0.12, 0.3, 0.12, 1.0),3,3)   
dcc.para <- c(0.01,0.98)    

# for normally distributed innovations    
dcc.data <- dcc.sim(nobs, a, A, B, uncR, dcc.para, model="diagonal")    

# for t distributed innovations
#dcc.data.t <- dcc.sim(nobs, a, A, B, uncR, dcc.para, d.f=nu,
                  #model="diagonal")

urgarch <- apply(dcc.data$eps, 2, cumsum)

}

ur <- list(replicate(5, ur(nobs = 10)),
           replicate(5, ur(nobs = 15)), 
           replicate(5, ur(nobs = 20)),
           replicate(5, ur(nobs = 25)))

names(ur) <- c("T=10", "T=15", "T=20", "T=25")

url <- lapply(ur, function(x) alply(x, 3))

# wavelet decomposition level 2

dw2 <- lapply(url, function(x) 
     lapply(x, function(x) modwt(x, filter="haar", n.levels=1))

# extract smooth and details for level 1

v1 <- lapply(dw2, function(x) lapply(x, function(x) dw2[[1]][1]$'1'@V))
w1 <- lapply(dw2, function(x) lapply(x, function(x) dw2[[1]][1]$'1'@W))

嵌套列表中的矩阵运算

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